+54.4%
SCHD vs FROG
+224.1%
-169.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | -0.8% | +3.0% | -3.8% | -1.0% |
| 3M | +6.2% | +10.3% | -4.1% | +5.6% |
| 6M | +11.8% | +116.7% | -104.9% | +7.9% |
| YTD | +26.0% | +41.9% | -16.0% | +23.6% |
| 1Y | +28.1% | +78.5% | -50.4% | +23.6% |
| All | +54.4% | +224.1% | -169.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling